An Optimal sequential procedure for a buying-selling problem with independent observations | Macquarie University ResearchOnline

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Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.14/93238

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Title: An Optimal sequential procedure for a buying-selling problem with independent observations
Related: Journal of applied probability, Vol. 43, Issue 2 (2006), p.454-462
Related: http://www.jstor.org/stable/27595743
Publisher: Applied Probability Trust
Date: 2006
Author/Creator: Sofronov, G
Author/Creator: Keith, Jonathan M
Author/Creator: Kroese, Dirk P
Description: We consider a buying-selling problem when two stops of a sequence of independent random variables are required. An optimal stopping rule and the value of a game are obtained.
Description: 9 page(s)
Subject Keyword: optimal stopping
Subject Keyword: multiple stopping rule
Subject Keyword: value of a game
Subject Keyword: buying-selling problem
Resource Type: journal article
Organisation: Macquarie University. Dept. of Statistics

Macquarie University ResearchOnline